Anic Equity¶

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Anic Portfolio¶

Today¶

Return: 0.011 %¶

This Week¶

Return: 0.011 %¶

Total portfolio value¶

Return including deposits: 66.165 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexagon B 26 -0.450000 3437.200000 26.000000 0.760000 3411.200000
Hexatronic Group 15 3.800000 1090.800000 23.100000 2.160000 1067.700000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Orrön Energy 170 -2.380000 2057.000000 16.150000 0.790000 2040.850000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Vitec Software Group B 2 -0.980000 1115.000000 14.000000 1.270000 1101.000000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Platzer Fastigheter Holding B 12 -0.250000 960.000000 10.800000 1.140000 949.200000
Sagax B 4 -0.980000 893.600000 10.400000 1.180000 883.200000
Profoto Holding 7 -0.710000 590.800000 8.800000 1.510000 581.999999
Addnode Group B 7 -1.810000 909.300000 6.300000 0.700000 903.000000
Atrium Ljungberg B 5 -0.110000 907.500000 6.000000 0.670000 901.500000
Hennes & Mauritz B 6 -0.590000 914.880000 4.920000 0.540000 909.960000
BHG Group 109 -5.090000 1423.540000 4.360000 0.310000 1419.180000
HEXPOL B 8 -0.580000 959.200000 4.000000 0.420000 955.200000
SKF B 5 -1.080000 980.750000 2.750000 0.280000 978.000000
Sandvik 4 -1.260000 847.600000 2.000000 0.240000 845.600000
Latour B 4 -2.910000 855.200000 1.200000 0.140000 854.000000
AcadeMedia 20 -0.810000 976.400000 0.800000 0.080000 975.600000
ASSA ABLOY B 4 -1.390000 991.600000 0.800000 0.080000 990.800000
Alimak Group 12 -0.240000 1003.200000 -1.200000 -0.120000 1004.400000
Biotage 1 -7.790000 145.500000 -2.000000 -1.360000 147.500000
JM 7 -1.750000 945.000000 -2.800000 -0.300000 947.800000
Gränges 10 3.820000 1033.000000 -3.000000 -0.290000 1036.000000
Eastnine 6 -1.270000 654.000000 -3.000000 -0.460000 657.000000
Byggmax Group 33 -1.950000 960.960000 -3.960000 -0.410000 964.920000
Catena 2 -0.300000 799.600000 -4.000000 -0.500000 803.600000
BioGaia B 8 -2.530000 894.400000 -8.000000 -0.890000 902.400000
Vitrolife 3 -2.020000 669.000000 -8.000000 -1.180000 677.000001
EQT 4 -2.850000 860.400000 -10.400000 -1.190000 870.800000
Investor B 3 -1.580000 644.400000 -13.600000 -2.070000 657.999999
OX2 12 -4.750000 891.000000 -15.600000 -1.720000 906.600000
Hoist Finance 36 -0.900000 990.000000 -18.000000 -1.790000 1008.000000
Creaspac SPAC 40 -0.840000 3796.000000 -28.000000 -0.730000 3824.000000
VEF 788 -2.900000 1848.650000 -48.850000 -2.570000 1897.504000
Balco Group 39 -1.270000 1821.300000 -53.700000 -2.860000 1874.999997
Sedana Medical 93 -2.130000 2644.920000 -338.660000 -11.350000 2983.577733
TOTAL 45207.700000 -369.890000 -4.44901% 45577.591729

Updated:¶

'2023-06-19 14:13:22.029142'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶